Four general multivariate stationary extremal Markovian processes

DOI10.1080/03610918.2014.908216zbMath1386.60069OpenAlexW2334928637MaRDI QIDQ2965554

Hsiaw-Chan Yeh

Publication date: 3 March 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.908216

zbMATH Keywords

stationarityextremal Markovian processmax-AR(1)maxI-AR(1)min-AR(1)minI-AR(1)MSL(1)-AR(1)MSL(2)-AR(1)Pareto and semi-Pareto processessemi-logistic processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characteristic functions; other transforms (60E10) Discrete-time Markov processes on general state spaces (60J05)

Related Items (1)

Random coefficient minification processes

Cites Work

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• A class of stationary Markov processes
• Multivariate semi-logistic distributions
• Applications of Marshall–Olkin Fréchet Distribution

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